142 citations · 233 across the 32 of their papers we have counts for
39 papers
On Heat kernel Estimtes for Brownian SDEs with Distributional Drift
Stéphane Menozzi, Stefano Pagliarani
We establish heat-kernel bounds and regularity estimates for the transition densities of the diffusion associated with the martingale problem corresponding to the generator of a fo…
Weak error for SDEs with additive stable noise and singular drift: choose the test function in the same space as the drift!
Benjamin Jourdain, Stéphane Menozzi
We emphasize that for a stochastic differential equation with isotropic stable additive noise and non Lipschitz drift, when considering an appropriate discretization scheme and the…
Weak Error on the densities for the Euler scheme of stable additive SDEs with Besov drift
Mathis Fitoussi, Elena Issoglio, Stéphane Menozzi
We are interested in the Euler-Maruyama dicretization of the formal SDE, , where is a symmetric isotropic d dimensional stable process of index $α\in (1,2…
Strong regularization by noise for a class of kinetic SDEs driven by symmetric α-stable processes
Giacomo Lucertini, Stéphane Menozzi, Stefano Pagliarani
We establish strong well-posedness for a class of degenerate SDEs of kinetic type with autonomous diffusion driven by a symmetric -stable process under Hölder regularity conditi…
Weak error on the densities for the Euler scheme of stable additive SDEs with H{ö}lder drift
Mathis Fitoussi, Stephane Menozzi
We are interested in the Euler-Maruyama dicretization of the SDE dXt =b(t,Xt)dt+ dZt, X0 =xRd, where Zt is a symmetric isotropic d-dimensional -stable process, (1…
Weak well-posedness and weak discretization error for stable-driven SDEs with Lebesgue drift
Mathis Fitoussi, Benjamin Jourdain, Stéphane Menozzi
We are interested in the discretization of stable driven SDEs with additive noise for (1, 2) and Lq -- Lp drift under the Serrin type condition /q + d/p < -- 1. We…